Request pack
Formation comparison · 2025-12-08 · seed 101

One formation.
Four portfolio arms.

Formation 2025-12-08 · entry 2025-12-08 · seed 101 · 2025-W50

← Back to formation archive

P/L comparison

Buy & hold

P/L COMPARISON · PERCENT FROM ENTRY
CW5051520102030405060708091011121314151617181920212223242025202612.2%0%-8.2%P/L
buy & hold · participation factor overlaybuy & hold · Qlib / Alpha158 baseline

Weekly rebalance

P/L COMPARISON · PERCENT FROM ENTRY
CW5051520102030405060708091011121314151617181920212223242025202624.7%0%-6.0%P/L
weekly rebalance · participation factor overlayweekly rebalance · Qlib / Alpha158 baseline

Performance tables

ManagementArmHorizonStatusReturnMaximumMax dateDrawdown
buy & holdparticipation factor overlay3 monthscomplete0.60%4.72%2026-02-27-3.93%
buy & holdparticipation factor overlay6 monthscomplete7.79%10.23%2026-06-04-9.45%
buy & holdQlib / Alpha158 baseline3 monthscomplete-0.31%5.20%2026-02-11-5.24%
buy & holdQlib / Alpha158 baseline6 monthscomplete7.93%10.18%2026-06-04-10.83%
weekly rebalanceparticipation factor overlay3 monthscomplete-0.02%3.60%2026-02-18-5.38%
weekly rebalanceparticipation factor overlay6 monthscomplete17.12%21.73%2026-06-02-6.41%
weekly rebalanceQlib / Alpha158 baseline3 monthscomplete1.30%4.51%2026-01-22-5.98%
weekly rebalanceQlib / Alpha158 baseline6 monthscomplete17.07%21.52%2026-06-02-6.18%

Position ledger

This portfolio holds the initial selection. There are no scheduled rebalance decisions after entry.

Selected arm positions

50 positions in the selected record: buy & hold · participation factor overlay. The charts and performance table above contain all four arms in this formation group.

TickerEntry dateEntry openModel predictionParticipation scoreExcluded
ABBV2025-12-08220.860.35050.4803no
ALL2025-12-08200.960.19340.4522no
ANET2025-12-08129.730.32610.5408no
APTV2025-12-0876.880.35080.4578no
AZO2025-12-083790.000.51020.4340no
BAX2025-12-0818.620.21010.4143no
BX2025-12-08147.710.33090.4616no
CARR2025-12-0853.620.30680.5006no
CSX2025-12-0835.990.18460.4277no
DASH2025-12-08224.650.24200.4561no
DECK2025-12-0899.390.38660.4118no
DELL2025-12-08137.360.36270.5503no
DHI2025-12-08156.470.32810.4216no
ECL2025-12-08256.900.22010.4056no
ED2025-12-0894.250.2621—no
EG2025-12-08303.970.25860.4473no
EPAM2025-12-08204.630.24340.4149no
ETR2025-12-0892.490.18430.4303no
FCX2025-12-0845.060.2859—no
FOXA2025-12-0868.230.24980.4047no
FTNT2025-12-0886.960.20750.5017no
GEN2025-12-0826.700.25420.5411no
GEV2025-12-08629.890.30700.5391no
HIG2025-12-08128.000.21970.4442no
IRM2025-12-0881.510.25400.4079no
LYV2025-12-08138.910.40130.4318no
MCHP2025-12-0865.190.31430.5802no
MLM2025-12-08622.330.19590.4676no
MOS2025-12-0823.000.29490.4105no
MSI2025-12-08368.250.18410.5447no
NFLX2025-12-0899.870.1850—no
NKE2025-12-0863.910.31570.4093no
NOC2025-12-08542.380.20450.5329no
NOW2025-12-08170.850.23680.4319no
NTAP2025-12-08116.090.20910.5508no
ODFL2025-12-08156.370.31280.4084no
ON2025-12-0855.140.47840.5690no
PHM2025-12-08125.250.29530.4341no
PNR2025-12-08103.240.39880.4747no
PSKY2025-12-0813.820.2739—no
SHW2025-12-08329.120.19950.4014no
TFC2025-12-0846.260.21110.4252no
TMO2025-12-08568.800.25060.4068no
TTD2025-12-0840.200.61800.4095no
UNH2025-12-08322.330.39060.4643no
VLTO2025-12-08101.510.22250.4727no
VST2025-12-08167.120.69390.4577no
WMB2025-12-0860.670.22380.5002no
WSM2025-12-08177.770.26270.4735no
ZTS2025-12-08116.670.45830.4175no